+1,266.3%
NVDL vs WST
+68.2%
+1,198.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.3% |
| 7D | -24.8% | +4.2% | -29.0% | -25.5% |
| 30D | -48.0% | +11.2% | -59.3% | -49.1% |
| 3M | -51.5% | +20.4% | -71.9% | -53.4% |
| 6M | -54.9% | +37.9% | -92.8% | -58.0% |
| YTD | -39.2% | +51.8% | -91.0% | -45.0% |
| 1Y | -41.1% | +56.6% | -97.7% | -47.2% |
| 3Y | +262.9% | +24.2% | +238.7% | +213.9% |
| All | +1,266.3% | +68.2% | +1,198.1% | +863.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling